But a redirect is not cost-free. It means that there are two page loads

It's an apache redirect which means there is no content coming back the first time and no perl code involved. and it's only for those links missing the 'www.' - the minority.
And starting with the redirects, people will post less of the "wrong" links.

That's actually a ton more CPU than the tiny addition in the middle of the existing code for rendering user content

this would be happening for every request, also the ones with 'www.' - the majority.

and I actually had no comment at all (yet) on the cookie domain stuff.